Chevallier, Julien; Ielpo, Florian - In: Australian Economic Review 47 (2014) 2, pp. 189-198
type="main" xml:lang="en" <title type="main">Abstract</title> <p>This article provides a case-study of the cross-market linkages at stake between commodities, bonds, industrial production and inflation. We show that one cointegration relationship exists between these variables during 1993–2011 and by taking into account...</p>
